Smooth edges on a custom object
The point is to imagine the several angles your mesh will have to be bent.

It can be composed of an initial shape and 3 modifiers : mirror, simple deform and subsurface.


Here, there is a final curve : the "U" general shape.

But before that the mesh can be flat. Here the mesh before using the two final modifier (simple deform and subsurface) :



The main point is to use quad everywhere so that :


Edges are in the good position to be bend to the "U"
Subsurface modifier works well


Notice the selected line on the screen capture : it is here to preserve the outer edge and avoid the subsurf to deform it too much.

As you want to print it, you may want a "lot" of subdivision.

Here is the modifiers stack :



Here is the blend file